Unbiased estimation of von Mises functionals

Ludger Rüschendorf

Statistics & Probability Letters, 1987, vol. 5, issue 4, 287-292

Abstract: We construct minimum variance unbiased estimators of von Mises functionals in estimation problems where no complete sufficient [sigma]-algebra exists. The construction method is instead based on the higher order tangent structure of the underlying class of distributions. We discuss especially some curved and some noncurved nonparametric examples in the iid case and estimation in nonparametric Markov chain models.

Keywords: k-tangent; vector; unbiased; estimation; symmetry; model; Markov; chain (search for similar items in EconPapers)
Date: 1987
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